Vietnam Ho Chi Minh Stock Index / VN-Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
16.79%
increased by 0.86%
1 Week
17.10%
increased by 1.17%
1 Month
17.43%
increased by 1.50%
Analysis last updated: Saturday, May 23, 2026 at 01:51 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.6514 | 41.10 | |
| 0.2602 | 26.29 | |
| 0.0765 | 1.11 | |
| 0.1122 | 1.79 | |
| 0.8288 | 8.29 |
Estimation Period:
Aug 12, 2010 to Apr 29, 2026
Aug 12, 2010 to Apr 29, 2026
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